|
週次 |
日期 |
單元主題 |
|
第1週 |
|
Introduction to futures market |
|
第2週 |
|
Futures pricing |
|
第3週 |
|
Hedging with futures |
|
第4週 |
|
Interest rate futures |
|
第5週 |
|
Introduction to options market |
|
第6週 |
|
Elementary option trading strategies |
|
第7週 |
|
Visiting TAIFEX |
|
第8週 |
|
General arbitrage relationships |
|
第9週 |
|
Midterm exam (open book) |
|
第10週 |
|
Welfare aspects of options |
|
第11週 |
|
Relevant stochastic calculus |
|
第12週 |
|
Exact option pricing formula |
|
第13週 |
|
Hedging positions in options/portfolio insurance |
|
第14週 |
|
Numerical procedures for option pricing |
|
第15週 |
|
Estimating volatilities |
|
第16週 |
|
Interest rate models |
|
第17週 |
|
Interest rate derivatives |
|
第18週 |
|
Final exams (open book) |